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Biometrika 1995 82(1):215-219; doi:10.1093/biomet/82.1.215
© 1995 by Biometrika Trust
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MISCELLANEA

A note on the generalised cross-validation criterion in linear model selection

J. H. VENTER and J. L. J. SNYMAN

Department of Statistics, Potchefstroom University Potchefstroom 2520, South Africa

Cross-validation criteria in linear model selection are approached from a coordinate free point of view. A new generalised cross-validation criterion is derived and shown to contain the ordinary and the existing generalised cross-validation criteria as special cases.

Key Words: Cross-validation • Generalised cross-validation • Linear model selection • Press statistic


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